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Deploy Aureon OS (deploy/selfhost stack: nginx edge + fusion API x2 + console + HNC organ + redis + postgres; paper mode) (part 19)
da0ce7b verified | from aureon_baton_link import link_system as _baton_link; _baton_link(__name__) | |
| import sys | |
| import os | |
| # Fix path to allow importing from current directory | |
| sys.path.append(os.getcwd()) | |
| from adaptive_prime_profit_gate import AdaptivePrimeProfitGate, ExchangeFeeProfile | |
| def verify_math(): | |
| print("=" * 60) | |
| print("🧪 VERIFYING PROFIT GATE MATH") | |
| print("=" * 60) | |
| # 1. Setup Test Case | |
| V = 100.0 # Trade Notional $100 | |
| G = 0.0 # Fixed cost (Gas) | |
| P = 1.0 # Target Profit $1 | |
| # Fees | |
| maker_fee = 0.001 # 0.1% | |
| slippage = 0.0005 # 0.05% | |
| spread = 0.0005 # 0.05% | |
| # Total cost rate 'c' | |
| c = maker_fee + slippage + spread # 0.002 (0.2%) | |
| print(f"Parameters:") | |
| print(f" Notional (V): ${V}") | |
| print(f" Target Profit (P): ${P}") | |
| print(f" Fixed Cost (G): ${G}") | |
| print(f" Cost Rate (c): {c:.6f} (Fee {maker_fee} + Slip {slippage} + Spread {spread})") | |
| # 2. Manual Calculation | |
| # r = (V + G + P) / [V * (1-c)^2] - 1 | |
| numerator = V + G + P | |
| denominator = V * ((1 - c) ** 2) | |
| expected_r = (numerator / denominator) - 1 | |
| print("-" * 30) | |
| print(f"MANUAL CALCULATION:") | |
| print(f" Numerator (V+G+P): {numerator}") | |
| print(f" Denominator (V*(1-c)^2): {denominator:.6f}") | |
| print(f" Expected r: {expected_r:.8f}") | |
| print(f" Expected Price Increase: {expected_r*100:.6f}%") | |
| # 3. Code Execution | |
| gate = AdaptivePrimeProfitGate() | |
| # Verify calculated_required_r method | |
| calculated_r = gate.calculate_required_r( | |
| trade_value=V, | |
| target_profit=P, | |
| fee_rate=maker_fee, | |
| slippage=slippage, | |
| spread=spread, | |
| fixed_costs=G | |
| ) | |
| print("-" * 30) | |
| print(f"CODE EXECUTION:") | |
| print(f" Calculated r: {calculated_r:.8f}") | |
| # 4. Compare | |
| diff = abs(expected_r - calculated_r) | |
| print("-" * 30) | |
| if diff < 1e-9: | |
| print("✅ MATCH: The code accurately implements the profit formula.") | |
| else: | |
| print(f"❌ MISMATCH: Diff is {diff}") | |
| exit(1) | |
| # 5. Sanity Check - Break Even | |
| # If P=0, G=0 | |
| # r_be = V / [V * (1-c)^2] - 1 = 1/(1-c)^2 - 1 | |
| P_be = 0 | |
| expected_r_be = (1 / ((1-c)**2)) - 1 | |
| calc_r_be = gate.calculate_required_r( | |
| trade_value=V, | |
| target_profit=P_be, | |
| fee_rate=maker_fee, | |
| slippage=slippage, | |
| spread=spread, | |
| fixed_costs=G | |
| ) | |
| print(f"Break-even check (P=0):") | |
| print(f" Expected r_be: {expected_r_be:.8f}") | |
| print(f" Calculated r_be: {calc_r_be:.8f}") | |
| if abs(expected_r_be - calc_r_be) < 1e-9: | |
| print("✅ BE MATCH") | |
| else: | |
| print("❌ BE MISMATCH") | |
| exit(1) | |
| if __name__ == "__main__": | |
| verify_math() | |